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Macroeconomic news surprises and volatility spillover in foreign exchange markets

Walid Ben Omrane and Christian Hafner

No 2015028, LIDAM Reprints ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Date: 2015-01-01
Note: In : Empirical Economics, vol. 48, no. 2, p. 577-607 (2015)
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Journal Article: Macroeconomic news surprises and volatility spillover in foreign exchange markets (2015) Downloads
Working Paper: Macroeconomic news surprises and volatility spillover in foreign exchange markets (2013) Downloads
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